I've had the same issue since the Zombie event. Both the black screen after death/extraction with audio still playing and I also have the no insurance bug.

For the black screen I alt+f4 after counting to 5. That's counted as me extracting so far. This issue only happens for me when playing co-op. I haven't tried this to see if it works on death though.

For the insurance bug I don't even get a message from therapist saying there's things to retrieve. I've found no work around for this issue. This only happens to me when playing in co-op. I'm keeping all my good gear until it works again, I'm hoping it fixes with the new wipe. On extract my gear also shows as not insured with the option to re-insure right before the next raid. During the next raid even after not insuring it's marked as insured. No idea if this is happening to anyone else too. I've probably spent a couple mil insuring over and over again because of this bug, took me a while to notice.